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DZ Bank Call 8 TEG 20.12.2024/  DE000DW83ZV2  /

Frankfurt Zert./DZB
2024-06-20  10:35:29 AM Chg.+0.120 Bid10:49:16 AM Ask10:49:16 AM Underlying Strike price Expiration date Option type
5.470EUR +2.24% 5.470
Bid Size: 20,000		 5.520
Ask Size: 20,000		 TAG IMMOBILIEN AG 8.00 - 2024-12-20 Call
 

Master data

WKN: DW83ZV
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.35
Leverage: Yes

Calculated values

Fair value: 5.11
Intrinsic value: 4.93
Implied volatility: 0.72
Historic volatility: 0.38
Parity: 4.93
Time value: 0.58
Break-even: 13.51
Moneyness: 1.62
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.15
Spread %: 2.80%
Delta: 0.89
Theta: 0.00
Omega: 2.09
Rho: 0.03
 

Quote data

Open: 5.370
High: 5.570
Low: 5.370
Previous Close: 5.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.85%
1 Month
  -22.30%
3 Months  
+13.25%
YTD
  -7.45%
1 Year  
+146.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.810 5.350
1M High / 1M Low: 7.310 5.350
6M High / 6M Low: 7.310 3.670
High (YTD): 2024-05-22 7.310
Low (YTD): 2024-03-05 3.670
52W High: 2024-05-22 7.310
52W Low: 2023-06-26 2.060
Avg. price 1W:   5.598
Avg. volume 1W:   0.000
Avg. price 1M:   6.377
Avg. volume 1M:   0.000
Avg. price 6M:   5.254
Avg. volume 6M:   0.000
Avg. price 1Y:   4.499
Avg. volume 1Y:   .293
Volatility 1M:   68.17%
Volatility 6M:   73.40%
Volatility 1Y:   93.19%
Volatility 3Y:   -